A finite exact algorithm to solve a dice game

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Publication:2804415

DOI10.1017/JPR.2015.11zbMATH Open1346.90800arXiv1405.7488OpenAlexW2294492610MaRDI QIDQ2804415FDOQ2804415


Authors: Fabián Crocce, Ernesto Mordecki Edit this on Wikidata


Publication date: 29 April 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Abstract: We provide an algorithm to find the value and an optimal strategy of the solitaire variant of the Ten Thousand dice game in the framework of Markov Control Processes. Once an optimal critical threshold is found, the set of non-stopping states of the game becomes finite, and the solution is found by a backwards algorithm that gives the values for each one of these states of the game. The algorithm is finite and exact.The idea to find the critical threshold comes from the continuous pasting condition used in optimal stopping problems for continuous-time processes with jumps.


Full work available at URL: https://arxiv.org/abs/1405.7488




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